Posts tagged nonparametric
- 31 May 2022
The log-Gaussian Cox process (LGCP) is a probabilistic model of point patterns typically observed in space or time. It has two main components. First, an underlying intensity field \(\lambda(s)\) of positive real values is modeled over the entire domain \(X\) using an exponentially-transformed Gaussian process which constrains \(\lambda\) to be positive. Then, this intensity field is used to parameterize a Poisson point process which represents a stochastic mechanism for placing points in space. Some phenomena amenable to this representation include the incidence of cancer cases across a county, or the spatiotemporal locations of crime events in a city. Both spatial and temporal dimensions can be handled equivalently within this framework, though this tutorial only addresses data in two spatial dimensions.